One vertex per element, one color per generator, with an edge from x to x·s.
(1,2,4,5)(3,7,8,6)(9,10)(11,15)(12,16)(13,17)(14,18)(19,22)(20,23)(21,24)(25,26)(27,31)(28,33)(29,32)(30,35)(34,38)(36,39)(37,40)(1,2)(3,6)(4,5)(7,8)(9,11,14,21)(10,15,18,24)(12,20,13,19)(16,23,17,22)(25,27,30,28)(26,31,35,33)(29,36,38,37)(32,39,34,40)(9,12,14,13)(10,16,18,17)(11,19,21,20)(15,22,24,23)(26,32)(29,38)(31,39)(33,40)(34,35)(36,37)(2,5)(6,7)(9,13,14,12)(10,17,18,16)(11,20,21,19)(15,23,24,22)(25,28,30,27)(26,33,35,31)(29,37,38,36)(32,40,34,39)(1,3,4,8)(2,6,5,7)(10,18)(15,24)(16,17)(22,23)(27,28)(31,33)(36,37)(39,40)A Cayley diagram is a choice, not a fact about the group. Another drawing of this group — in a book, or on a different generating set — may look nothing like this one.